Additive models with autoregressive symmetric errors based on penalized regression splines
DOI10.1007/s00180-021-01106-2zbMath1505.62303OpenAlexW3159757662MaRDI QIDQ2135912
Gilberto A. Paula, Rodrigo A. Oliveira
Publication date: 10 May 2022
Published in: Computational Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00180-021-01106-2
cubic splinesmodel checkingrobust estimationpenalized likelihoodStudent-\(t\) modelsdaily temperaturecyclic splines
Computational methods for problems pertaining to statistics (62-08) Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Applications of statistics to environmental and related topics (62P12) Diagnostics, and linear inference and regression (62J20)
Related Items (1)
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Partial correlation screening for estimating large precision matrices, with applications to classification
- Partially linear models with first-order autoregressive symmetric errors
- Heteroscedasticity and/or autocorrelation diagnostics in nonlinear models with AR(1) and symmetrical errors
- Nonparametric transfer function models
- Influence analyses of nonlinear mixed-effects models
- Restricted methods in symmetrical linear regression models
- Influence diagnostics for linear models with first-order autoregressive elliptical errors
- Estimating the dimension of a model
- Flexible smoothing with \(B\)-splines and penalties. With comments and a rejoinder by the authors
- A novel partial-linear single-index model for time series data
- Semiparametric additive models under symmetric distributions
- Variable Metric Method for Minimization
- Assessing the accuracy of the maximum likelihood estimator: Observed versus expected Fisher information
- Robustness of the student t based M-estimator
- Conformal Normal Curvature and Assessment of Local Influence
- On diagnostics in conditionally heteroskedastic time series models under elliptical distributions
- A Limited Memory Algorithm for Bound Constrained Optimization
- Discussion of “Birnbaum‐Saunders distributions: A review of models, analysis and applications”
- An extension of log-symmetric regression models: R codes and applications
- THE AUTOCORRELATION FUNCTION AND THE SPECTRAL DENSITY FUNCTION
This page was built for publication: Additive models with autoregressive symmetric errors based on penalized regression splines
